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Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data
Battese, George Edward - In: Journal of econometrics 3 (1988), pp. 387-399
Persistent link: https://www.econbiz.de/10001046317
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A size correction to the Lagrange multiplier test for heteroskedasticity
Honda, Yuzo - In: Journal of econometrics 3 (1988), pp. 379-386
Persistent link: https://www.econbiz.de/10001046318
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Identification information and instruments in linear econometric models with rational expectations
Turkington, Darrell A. - In: Journal of econometrics 3 (1988), pp. 361-373
Persistent link: https://www.econbiz.de/10001046319
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Bayes prediction regressions with elliptical errors
Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Adaptive estimation of regression models via moment restrictions
Newey, Whitney K. - In: Journal of econometrics 3 (1988), pp. 301-339
Persistent link: https://www.econbiz.de/10001046322
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Non-linear regression with discrete explanatory variables, with an application to the earnings function
Bierens, Herman J.; Hartog, Joop - In: Journal of econometrics 38 (1988) 3, pp. 269-299
Persistent link: https://www.econbiz.de/10001047883
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On estimation and testing when explanatory variables are partly endogenous
Iwata, Shigeru - In: Journal of econometrics 61 (1994) 2, pp. 413-428
Persistent link: https://www.econbiz.de/10001155759
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Bootstrap-based critical values for the information matrix test
Horowitz, Joel - In: Journal of econometrics 61 (1994) 2, pp. 395-411
Persistent link: https://www.econbiz.de/10001155760
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The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
Small, John P. - In: Journal of econometrics 61 (1994) 2, pp. 383-394
Persistent link: https://www.econbiz.de/10001155762